Articles liés à Distance-Based One-Sided Wald Test for Restricted Alternativ...

Distance-Based One-Sided Wald Test for Restricted Alternatives - Couverture souple

Rois, Rumana; Majumder, Ajit Kumar

 
9783838380919: Distance-Based One-Sided Wald Test for Restricted Alternatives
Couverture souple
ISBN 10 : 3838380916 ISBN 13 : 9783838380919
Editeur : LAP LAMBERT Academic Publishing, 2013

Synopsis

Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Whenever the sign of the parameters are known of an econometric model, usual two-sided tests are no longer appropriate. In this situation, we propose a distance-based one-sided Wald test, a likelihood based test, to test one-sided alternative. Monte Carlo simulations are conducted to compare power properties of the proposed test with their respective two-sided counterparts. This text emphasizes the use of distance-based one-sided concepts in testing higher order autocorrelation in the context of linear as well as dynamic regression models.

Biographie de l'auteur

Rumana Rois is an Assistant Professor in the Department of Statistics at Jahangirnagar University, where she has taught since 2006. Rois received her B.Sc. and M.Sc. degree in Statistics. She has published over 12 articles in leading journals. Her current interest is in exploring different restricted tests’ performance using advanced simulation.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2013
Langue
anglais
ISBN 10 
3838380916
ISBN 13 
9783838380919
Reliure
Broché
Nombre de pages
184
Coordonnées du fabricant
non disponible
Personne responsable
KreGa Onlinehandel GmbH
4950000000000
info@krega-onlinehandel.de

Birkenweg 31
Brakel
33034
Allemagne